Answer:
Fire (or a torch)
I'm light
Fire produces light.
I'm bright
Fire produces a bright light.
I'm hot
Duh!. It's hot.
I help at night
I'm useful for this, I'm useful for that
People used to use torches or any kind of fire to help in the darkness.
But feed me what I like and I'd get greedier
Fire requires fuel.
And greedier
More and more fuel.
Until There's nothing left
You can consider it theft
It will burn almost everything you throw at it.
Come close to me and I'll harm you
Who hasn't got burned (literally) at least once
I might even kill you
Obviously you can die from fire if you are not one of the fantastic 4.
But my weakness is what you consider essential
You can stop fire with water.
But you can only defeat me if you're confidential
I don't really understand this one.
I need what your lungs need
Fire needs oxygen to burn.
For I love to feed
But when I'm out, I suffer defeat.
In vacuum the fire gets extinguished.
But the harmed ones will be as cooked meat.
Hmmm...grilled pork, yum yum.